Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-29 62.659516 70.275031 79.032997 89.991498 103.545565 120.054837 142.171226
2025-01-05 51.749848 61.144260 72.934439 89.296927 112.277619 144.948959 198.353522
2025-01-12 44.997437 54.808454 67.784707 87.020780 116.489394 163.519069 254.492265
2025-01-19 39.640161 49.229696 62.352719 82.691185 115.825596 173.540180 302.107900
2025-01-26 38.196002 48.612149 63.502956 87.984944 131.436963 217.689960 461.608627
2025-02-02 37.083343 48.239963 64.835790 93.686898 149.467275 277.147624 769.872313
2025-02-09 35.219149 46.519013 63.807060 95.112146 159.741653 326.340788 1210.025363
2025-02-16 33.178995 44.312938 61.702611 94.172672 164.733097 365.654836 1846.540738
2025-02-23 31.373840 42.299412 59.668896 92.983569 168.808129 406.385054 3019.970221
2025-03-02 29.561093 40.128180 57.145857 90.439532 168.922570 434.411987 4873.141804
2025-03-09 28.105269 38.416340 55.241300 88.838546 171.027144 473.782680 10211.910140
2025-03-16 26.374448 36.156094 52.206568 84.540098 164.927606 472.739683 15536.930974
2025-03-23 26.041732 36.192968 53.295259 89.232887 186.037430 642.153806 NaN
2025-03-30 24.960158 34.931604 51.959079 88.536535 191.448220 741.137636 NaN
2025-04-06 23.779868 33.430180 50.054891 86.290400 191.283650 805.453302 NaN
2025-04-13 22.442514 31.594176 47.402972 82.017020 183.249554 793.389400 NaN
2025-04-20 22.375607 31.897388 48.756545 87.241821 210.156092 1226.024143 NaN
2025-04-27 22.316918 32.205322 50.145317 92.866819 242.862437 2151.534037 NaN
2025-05-04 21.809010 31.692756 49.877433 94.272404 259.536152 3221.488582 NaN
2025-05-11 21.111229 30.804612 48.787109 93.345910 265.306369 4245.135293 NaN
2025-05-18 20.438939 29.929119 47.661071 92.173129 269.569260 5645.941987 NaN
2025-05-25 19.688806 28.880905 46.116739 89.663617 266.056193 6514.056102 NaN
2025-06-01 19.067276 28.040019 44.951383 88.084077 267.059189 8517.755663 NaN